EBA欧洲银行-PL_P4GTT6GF1W40CVIMFR43_TR_2016_11页_773kb
报告摘要
2016 EU-wide Transparency Exercise Summary
Core Information
- Bank Name: Powszechna Kasa Oszczędności Bank Polski SA
- LEI Code: P4GTT6GF1W40CVIMFR43
- Country Code: PL
Own Funds (Transitional Period)
| Item | Description | 31/12/2015 | 30/06/2016 | COREP Code | Regulation |
|---|---|---|---|---|---|
| A | Own Funds | 6,354 | 6,387 | C 0.00 (010,010) | Articles 4(118) and 72 of CRR |
| A.1 | CET1 Capital (net of deductions and after transitional adjustments) | 5,771 | 5,820 | C 0.00 (020,010) | Article 50 of CRR |
| A.1.1 | Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments) | 293 | 282 | C 0.00 (030,010) | Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR |
| A.1.2 | Retained earnings | 326 | 44 | C 0.00 (030,010) | Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR |
| A.1.3 | Accumulated other comprehensive income | -32 | -76 | C 0.00 (018,010) | Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR |
| A.1.4 | Other Reserves | 5,656 | 6,023 | C 0.00 (200,010) | Articles 4(117) and 26(1) point (e) of CRR |
| A.1.5 | Funds for general banking risk | 251 | 241 | C 0.00 (210,010) | Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR |
| A.1.6 | Minority interest given recognition in CET1 capital | 0 | 0 | C 0.00 (020,010) | Article 84 of CRR |
| A.1.7 | Adjustments to CET1 due to prudential filters | -3 | -43 | C 0.00 (025,010) | Articles 32 to 35 of and 36 (1) point (f) of CRR |
| A.1.8 | (-) Intangible assets (including Goodwill) | -655 | -640 | C 0.00 (030,010) + C 0.00 (030,010) | Articles 4(113), 36(1) point (b) and 37 of CRR; Articles 4(115), 36(1) point (b) and 37 point (a) of CRR |
| A.1.9 | (-) DTAs that rely on future profitability and do not arise from temporary differences net of associated DTLs | 0 | 0 | C 0.00 (0370,010) | Articles 36(1) point (c) and 38 of CRR |
| A.1.10 | (-) IRB shortfall of credit risk adjustments to expected losses | 0 | 0 | C 0.00 (0380,010) | Articles 36(1) point (d), 40 and 159 of CRR |
| A.1.11 | (-) Defined benefit pension fund assets | 0 | 0 | C 0.00 (0390,010) | Articles 4(109), 36(1) point (e) and 41 of CRR |
| A.1.12 | (-) Reciprocal cross holdings in CET1 Capital | 0 | 0 | C 0.00 (0430,010) | Articles 4(122), 36(1) point (g) and 44 of CRR |
| A.1.13 | (-) Excess deduction from ATI items over ATI Capital | -393 | -256 | C 0.00 (0440,010) | Article 36(1) point (j) of CRR |
| A.1.21 | Transitional adjustments | 329 | 246 | CA1 (1.1.1.6 + 1.1.1.8 + 1.1.1.26) | - |
| A.1.21.3 | Other transitional adjustments to CET1 Capital | 329 | 246 | C 0.00 (0520,010) | Articles 469 to 472, 478 and 481 of CRR |
| A.3 | Tier 1 Capital (net of deductions and after transitional adjustments) | 5,771 | 5,820 | C 0.00 (0615,010) | Article 25 of CRR |
| A.4 | Tier 2 Capital (net of deductions and after transitional adjustments) | 582 | 566 | C 0.00 (0750,010) | Article 71 of CRR |
| A.4.1 | Tier 2 Capital instruments | 582 | 566 | C 0.00 (0760,010) + C 0.00 (0890,010) | - |
| A.4.3 | Tier 2 transitional adjustments | 0 | 0 | C 0.00 (0880,010) + C 0.00 (0900,010) + C 0.00 (0960,010) | - |
| B | Total Risk Exposure Amount | 43,495 | 41,979 | C 0.00 (010,010) | Articles 92(3), 95, 96 and 98 of CRR |
| C.1 | Common Equity Tier 1 Capital Ratio (transitional period) | 13.27% | 13.86% | C33 (1) | - |
| C.2 | Tier 1 Capital Ratio (transitional period) | 13.27% | 13.86% | C33 (3) | - |
| C.3 | Total Capital Ratio (transitional period) | 14.61% | 15.21% | C33 (5) | - |
| D | CET1 Capital (fully loaded) | 5,836 | 5,831 | [A.1-A.1.13-A.1.21 + MIN(A.2+A.1.3-A.2.2-A.2.4 + MIN(A.4+A.2.2-A.4.3,0)] | - |
| E | CET1 Capital Ratio (fully loaded) | 13.42% | 13.89% | [D.1]/[B.8-1] | - |
Capital Ratios
- CET1 Capital Ratio (Transitional): Increased from 13.27% to 13.86%
- Tier 1 Capital Ratio (Transitional): Increased from 13.27% to 13.86%
- Total Capital Ratio (Transitional): Increased from 14.61% to 15.21%
- CET1 Capital Ratio (Fully loaded): Increased from 13.42% to 13.89%
Risk Exposure Amounts
| Risk Type | As of 31/12/2015 (mIn EUR) | As of 30/06/2016 (mIn EUR) |
|---|---|---|
| Credit Risk | 40,040 | 38,260 |
| Securitisation and re-securitisation in the banking book | 0 | 0 |
| Contributions to the default fund of a CCP | 1 | 4 |
| Other credit risk | 40,040 | 38,255 |
| Market risk (position, foreign exchange and commodities) | 1,420 | 1,776 |
| Credit Valuation Adjustment | 92 | 101 |
| Operational risk | 1,942 | 1,843 |
| Other risk exposure amounts | 0 | 0 |
| Total Risk Exposure Amount | 43,495 | 41,979 |
Profit and Loss (P&L)
| Item | As of 31/12/2015 (mln EUR) | As of 30/06/2016 (mln EUR) |
|---|---|---|
| Interest Income | 2,257 | 1,082 |
| Of which debt securities income | 208 | 109 |
| Of which loans and advances income | 1,923 | 921 |
| Interest Expenses | 596 | 232 |
| Of which deposits expenses | 493 | 182 |
| Of which debt securities issued expenses | 103 | 33 |
| Net Fee and commission income | 657 | 291 |
| Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non-financial assets, net | 24 | 107 |
| Gains or (-) losses on financial assets and liabilities held for trading, net | -156 | 14 |
| Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net | 1 | 3 |
| Gains or (-) losses from hedge accounting, net | -1 | -1 |
| Exchange differences [gain or (-) loss], net | 251 | 28 |
| Net other operating income/(expenses) | 32 | 7 |
| Total Operating Income, Net | 2,473 | 1,301 |
| Administrative expenses | 1,203 | 605 |
| Depreciation | 183 | 84 |
| Provisions or (-) reversal of provisions | -10 | -2 |
| Commitments and guarantees given | -4 | -1 |
| Other provisions | -6 | 0 |
| Of which pending legal issues and tax litigation | -1 | - |
| Of which restructuring | -6 | - |
| Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss | 342 | 172 |
| Profit or (-) loss before tax from continuing operations | 760 | 439 |
| Profit or (-) loss after tax from continuing operations | 622 | 345 |
| Profit or (-) loss for the year | 622 | 345 |
Market Risk
| Item | As of 31/12/2015 (mIn EUR) | As of 30/06/2016 (mIn EUR) |
|---|---|---|
| VaR (Memorandum item) | 1,412,176 | - |
| STRESSED VaR (Memorandum item) | - | - |
| Incremental Default and Migration Risk Capital Charge | - | - |
| All Price Risks Capital Charge for CTP | - | - |
| Total Risk Exposure Amount | 1,420 | 1,776 |
Credit Risk - Standardised Approach
| Item | As of 31/12/2015 (mln EUR) | As of 30/06/2016 (mln EUR) |
|---|---|---|
| Original Exposure | 74,266 | 72,222 |
| Exposure Value | - | - |
| Risk exposure amount | 40,040 | 38,255 |
| Value adjustments and provisions | 1,368 | 1,623 |
| Standardised Total | 74,266 | 72,222 |
Credit Risk - IRB Approach
| Item | As of 31/12/2015 (mln EUR) | As of 30/06/2016 (mln EUR) |
|---|---|---|
| Original Exposure | 0 | 0 |
| Exposure Value | - | - |
| Risk exposure amount | 0 | 0 |
| Value adjustments and provisions | - | - |
| IRB Total | 0 | 0 |
Sovereign Exposure
| Item | As of 31/12/2015 (min EUR) | As of 30/06/2016 (min EUR) |
|---|---|---|
| Financial assets: Carrying Amount (Total - All Countries) | 8,578.4 | 9,959.5 |
| Of which: Held for trading | 1,706.3 | 1,533.7 |
| Of which: Debt securities | 6,872.1 | 8,425.8 |
| Designated at fair value through profit or loss | 163.5 | 627.0 |
| Available-for-sale | 664.1 | 758.9 |
| Loans and Receivables | 5,373.0 | 6,379.6 |
| Held-to-maturity investments | 2,337.8 | 2,129.5 |
Performing and Non-performing Exposures
| Item | As of 31/12/2015 (mln EUR) | As of 30/06/2016 (mln EUR) |
|---|---|---|
| Debt securities (including at amortised cost and fair value) | 10,785 | 11,286 |
| Central banks | 2,354 | 1,834 |
| General governments | 6,709 | 7,801 |
| Credit institutions | 356 | 330 |
| Other financial corporations | 0 | 0 |
| Total Risk Exposure Amount | 43,495 | 41,979 |
展开完整摘要
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